Textbook:
Wei (2006) Time Series Analysis: Univariate and Multivariate Methods, second editiom, Addison-Wesley.

Suggested readings:
Brockwell and Davis (2002) Introduction to Time Series and Forecasting, second edition, Springer-Verlag, New York .
Hamilton (1994), Time Series Analysis, Princeton University Press.

Course program not available

Updated A.Y. 2017-2018

This course aims at providing a sound knowledge of the basic statistical tools for modelling economic and financial time series.

Brockwell and Davis (2002) Introduction to Time Series and Forecasting, second edition, Springer-Verlag, New York .
Hamilton (1994), Time Series Analysis, Princeton University Press.
Wei (2006) Time Series Analysis: Univariate and Multivariate Methods, second editiom, Addison-Wesley .

Brockwell and Davis (2002) Introduction to Time Series and Forecasting, second edition, Springer-Verlag, New York .
Hamilton (1994), Time Series Analysis, Princeton University Press.
Wei (2006) Time Series Analysis: Univariate and Multivariate Methods, second editiom, Addison-Wesley .

Brockwell and Davis (2002) Introduction to Time Series and Forecasting, second edition, Springer-Verlag, New York .
Hamilton (1994), Time Series Analysis, Princeton University Press.
Wei (2006) Time Series Analysis: Univariate and Multivariate Methods, second editiom, Addison-Wesley .
Multivariate Time Series

Brockwell and Davis (2002) Introduction to Time Series and Forecasting, second edition, Springer-Verlag, New York .
Hamilton (1994), Time Series Analysis, Princeton University Press.
Wei (2006) Time Series Analysis: Univariate and Multivariate Methods, second editiom, Addison-Wesley .
Multivariate Time Series